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Application and generation of the univariate Skew Normal random variable

Dariush Ghorbanzadeh 1 Philippe Durand 2 Luan Jaupi 3
1 CEDRIC - LAETITIA - CEDRIC. Traitement du signal et architectures électroniques
CEDRIC - Centre d'études et de recherche en informatique et communications
2 M2N - Modélisation mathématique et numérique
3 CEDRIC - MSDMA - CEDRIC. Méthodes statistiques de data-mining et apprentissage
CEDRIC - Centre d'études et de recherche en informatique et communications
Abstract : In this paper, for the generating the Skew normal random variables, we propose a new method based on the combination of minimum and maximum of two independent normal random variables. The estimation of parameters using the maximum likelihood estimation and the methods of moments estimation method. A real data set has been considered to illustrate the practical utility of the paper.
Keywords : methods of moments estimation. maximum likelihood estimation Skew normal distribution
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Submitted on : Monday, February 3, 2020 - 5:24:57 PM
Last modification on : Monday, February 21, 2022 - 3:38:18 PM

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CNAM | CEDRIC-CNAM | M2N-CNAM | UNIV-HESAM

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Dariush Ghorbanzadeh, Philippe Durand, Luan Jaupi. Application and generation of the univariate Skew Normal random variable. Sio-Iong Ao, Len Gelman, Haeng Kon Kim. Transactions on Engineering Technologies. 25th World Congress on Engineering, Springer, pp. 129-138, 2018, Transactions on Engineering Technologies. 25th World Congress on Engineering, 10.1007/978-981-13-0746-1. ⟨10.1007/978-981-13-0746-1⟩. ⟨hal-02465231⟩

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